Over 2017 to 2025 (9 years of data), MAUSUSD has tended to move long between 22.07 and 09.09, closing higher in 77.8% of those years for an average +3.77% move and an annualized Sharpe of 1.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 09.09 | Long | 77.8% | +3.77% | 1.77 | 9 |
| 24.07 → 09.09 | Long | 77.8% | +3.74% | 1.55 | 9 |
| 22.07 → 30.08 | Long | 77.8% | +3.67% | 1.65 | 9 |
| 22.07 → 29.08 | Long | 77.8% | +3.64% | 1.70 | 9 |
| 24.07 → 30.08 | Long | 77.8% | +3.63% | 1.53 | 9 |
| 24.07 → 29.08 | Long | 77.8% | +3.59% | 1.57 | 9 |
| 22.07 → 01.09 | Long | 77.8% | +3.55% | 1.51 | 9 |
| 24.07 → 01.09 | Long | 77.8% | +3.51% | 1.40 | 9 |